-46.8%
COIN vs PH
+221.1%
-267.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.7% |
| 7D | -0.1% | 0.0% | -0.1% | 0.0% |
| 30D | +17.5% | -10.3% | +27.8% | +30.6% |
| 3M | +12.4% | +5.1% | +7.3% | +3.6% |
| 6M | -12.5% | +2.3% | -14.8% | -19.2% |
| YTD | -22.7% | +8.7% | -31.4% | -33.6% |
| 1Y | -45.2% | +26.8% | -72.0% | -61.2% |
| 3Y | +112.8% | +139.2% | -26.3% | -25.6% |
| 5Y | -31.9% | +251.1% | -283.0% | -84.6% |
| All | -46.8% | +221.1% | -267.9% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling